From additive to second-order processes
| Autor: | M. Rao, R. Swift |
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| Rok vydání: | 2021 |
| Předmět: | |
| Zdroj: | Stochastic Processes and Functional Analysis. :205-215 |
| ISSN: | 1098-3627 0271-4132 |
| DOI: | 10.1090/conm/774/15574 |
| Popis: | The familiar Poisson process is a member of a class of stochastic processes known as additive processes. This broad class also contains the birth-death processes. Second-order processes are processes with two moments finite. The class of second-order processes includes the well-known weakly stationary as well as harmonizable processes. A natural evolution of concepts linking the class of additive processes and the class of second-order processes will be detailed. The connection arises via stable processes and random measures |
| Databáze: | OpenAIRE |
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